BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,979
COMMITMENTS
     611    1,717      225    4,359    3,101    5,195    5,043      784      936

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        409)
      17      114       -7      368      184      378      291       31      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.2     28.7      3.8     72.9     51.9     86.9     84.3     13.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3       10        9       16       13       27       24                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,287
COMMITMENTS
  20,406   11,958      598   10,806   11,419   31,810   23,975    2,477   10,312

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      1,028)
     796      370      -33      311      482    1,074      819      -46      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.5     34.9      1.7     31.5     33.3     92.8     69.9      7.2     30.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      11       33       17       23       19       45       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,857
COMMITMENTS
     246    1,950      688    6,242    4,301    7,176    6,939      681      918

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        177)
      34        8       26      108      118      168      152        9       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     24.8      8.8     79.4     54.7     91.3     88.3      8.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6       14       14       20       20       35       39                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      194,332
COMMITMENTS
  71,410   46,892   27,140   78,466   88,578  177,016  162,610   17,316   31,722

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -8,857)
  -4,979   -7,096   -5,945    3,867    5,094   -7,057   -7,947   -1,800     -910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     24.1     14.0     40.4     45.6     91.1     83.7      8.9     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      285)
      89       78       76       66       86      201      210                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      270,927
COMMITMENTS
  70,549   64,625   47,017  122,001  115,161  239,567  226,803   31,360   44,124

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,208)
     887   -3,321     -286   -2,931    2,668   -2,330     -939    1,122     -269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0     23.9     17.4     45.0     42.5     88.4     83.7     11.6     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      401)
      95      100      119      116      143      288      311                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,652
COMMITMENTS
   1,361    2,069      976    1,364      589    3,701    3,634      951    1,018

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -808)
     240     -624      -94     -659       24     -513     -694     -295     -114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     44.5     21.0     29.3     12.7     79.6     78.1     20.4     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      18       22       10       17       16       43       42                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,145
COMMITMENTS
  13,510   10,822    7,333   11,902    6,829   32,745   24,984    7,400   15,161

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        768)
     308      287       20       94     -210      422       97      346      671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     27.0     18.3     29.6     17.0     81.6     62.2     18.4     37.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      181)
      43       56       46       45       49      118      131                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,655
COMMITMENTS
     833    5,082      198    3,487       99    4,518    5,379    1,137      276

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        457)
     183      458      -14      206        0      375      444       82       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     89.9      3.5     61.7      1.8     79.9     95.1     20.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        6        5        9        3       19       10                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       33,343
COMMITMENTS
   3,741   21,761      427   28,638    8,655   32,806   30,843      537    2,500

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,103)
     128    1,372        6    1,946      453    2,080    1,831       23      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2     65.3      1.3     85.9     26.0     98.4     92.5      1.6      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      15       24       13       24       20       43       53                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       30,297
COMMITMENTS
   5,427    3,993       41   23,674   25,472   29,142   29,506    1,155      791

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,678)
    -501     -707       17   -1,109   -1,004   -1,593   -1,694      -85       16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     13.2      0.1     78.1     84.1     96.2     97.4      3.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      11        3        1       10       10       21       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      157,921
COMMITMENTS
  31,487   68,427    2,443  100,612   57,111  134,542  127,981   23,379   29,940

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -687)
   2,410   -5,735      123   -3,192    5,694     -659       82      -28     -769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     43.3      1.5     63.7     36.2     85.2     81.0     14.8     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      19       30       12       20       24       43       62                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,838
COMMITMENTS
  20,213   22,534    1,593   18,730    4,856   40,536   28,983    7,302   18,855

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -726)
      72   -1,973      172    1,301     -515    1,545   -2,316   -2,271    1,590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.3     47.1      3.3     39.2     10.2     84.7     60.6     15.3     39.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       13        7       11       10       22       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      145,631
COMMITMENTS
  30,149   83,008   18,911   93,210   35,892  142,270  137,811    3,361    7,820

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:    -15,772)
   8,704  -15,822    1,771  -26,370   -1,093  -15,895  -15,144      123     -628

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7     57.0     13.0     64.0     24.6     97.7     94.6      2.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      29       56       16       19       20       60       82                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      257,214
COMMITMENTS
  35,479   68,547    5,463  198,292  145,504  239,234  219,514   17,980   37,700

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -3,435)
  -1,033   -4,220      514   -5,827   -1,056   -6,346   -4,762    2,911    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8     26.6      2.1     77.1     56.6     93.0     85.3      7.0     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      26       39        9       22       37       50       83                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      257,064
COMMITMENTS
  92,376   39,642    2,934  131,150  188,392  226,460  230,968   30,604   26,096

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      8,079)
   7,858    3,025      134     -676    5,107    7,316    8,266      763     -187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     15.4      1.1     51.0     73.3     88.1     89.8     11.9     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      45       39       17       24       35       77       83                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      422,624
COMMITMENTS
 107,566  154,423    7,678  258,954  205,427  374,198  367,528   48,426   55,096

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -7,373)
  -6,404   -7,752     -115      -42      195   -6,561   -7,672     -812      299

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     36.5      1.8     61.3     48.6     88.5     87.0     11.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      59       84       36       53       56      128      160                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       34,513
COMMITMENTS
  14,727      793      300    7,958   29,087   22,985   30,180   11,528    4,333

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -305)
     127        0      117     -593     -274     -349     -157       44     -148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.7      2.3      0.9     23.1     84.3     66.6     87.4     33.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        1        2       10        9       18       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       12,936
COMMITMENTS
   5,615    4,420      193    6,059    6,998   11,867   11,611    1,069    1,325

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -777)
   1,073   -1,459      193   -2,168      338     -902     -928      125      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     34.2      1.5     46.8     54.1     91.7     89.8      8.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       6       13        3        2        4       10       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       32,618
COMMITMENTS
  15,968   22,583      171   13,626    6,031   29,765   28,785    2,853    3,833

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:       -978)
   1,503     -199     -193   -2,535     -264   -1,225     -656      247     -322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     69.2      0.5     41.8     18.5     91.3     88.2      8.7     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      19       19        2       12       12       31       33                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,629,147
COMMITMENTS
 1686256  2045586  1637868  6470133  5759522  9794257  9442976  834,890  1186171

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:   -167,726)
 -11,977   88,356 -102,733  -72,902 -229,459 -187,612 -243,836   19,886   76,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     19.2     15.4     60.9     54.2     92.1     88.8      7.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      36       84       93      120      140      230      253                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      761,112
COMMITMENTS
  81,237  123,282   24,875  515,054  459,692  621,166  607,849  139,946  153,263

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:        321)
     511   10,154      765   -1,197  -20,186       80   -9,267      242    9,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7     16.2      3.3     67.7     60.4     81.6     79.9     18.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      598)
     102      153       78      227      253      373      440                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      142,533
COMMITMENTS
  11,011   11,432      842  102,631   43,427  114,484   55,701   28,049   86,832

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      2,149)
    -224     -445       -9    3,377   -2,904    3,144   -3,358     -995    5,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      8.0      0.6     72.0     30.5     80.3     39.1     19.7     60.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8       10        5       36       25       48       36                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,092,895
COMMITMENTS
 372,637  580,759   98,655  2062116  2081327  2533408  2760741  559,487  332,154

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -9,138)
  -3,697   45,620   11,244  -22,869  -86,411  -15,322  -29,547    6,184   20,409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     18.8      3.2     66.7     67.3     81.9     89.3     18.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      592)
     101      152       75      218      247      361      432                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       98,133
COMMITMENTS
   6,448    8,613      315   84,266   83,504   91,029   92,432    7,104    5,701

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -3,651)
    -331      563     -569   -2,202   -3,967   -3,102   -3,973     -549      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      8.8      0.3     85.9     85.1     92.8     94.2      7.2      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      10        8        4       51       38       64       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       52,133
COMMITMENTS
  11,632   11,057    1,166   35,614   34,318   48,411   46,541    3,722    5,593

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,785)
    -260     -908       93   -1,135     -855   -1,303   -1,670     -482     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     21.2      2.2     68.3     65.8     92.9     89.3      7.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      41       62       18       49       70      100      140                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      260,667
COMMITMENTS
  58,158   55,286    5,830  178,068  171,588  242,056  232,704   18,611   27,963

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -8,925)
  -1,301   -4,542      463   -5,676   -4,273   -6,514   -8,352   -2,411     -573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     21.2      2.2     68.3     65.8     92.9     89.3      7.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      41       62       18       49       70      100      140                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      119,526
COMMITMENTS
  72,523   62,948    2,275   25,907   30,500  100,705   95,723   18,821   23,803

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:      8,079)
   5,783     -985      674     -514    9,387    5,943    9,076    2,136     -997

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.7     52.7      1.9     21.7     25.5     84.3     80.1     15.7     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      20       39        9       17       17       44       58                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       40,093
COMMITMENTS
  11,421    6,485      504   20,751   28,490   32,676   35,479    7,417    4,614

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -1,091)
  -1,171     -734      -20      243     -321     -948   -1,075     -143      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     16.2      1.3     51.8     71.1     81.5     88.5     18.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
      13        8        2       15       12       29       21                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 02/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:      100,935
COMMITMENTS
  31,815   10,828      913   57,092   21,408   89,820   33,149   11,115   67,786

CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST:     -4,372)
  -2,333     -805      116   -1,123     -343   -3,340   -1,032   -1,032   -3,340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     10.7      0.9     56.6     21.2     89.0     32.8     11.0     67.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      25       12        9       34       21       63       39                  



Updated February 26, 2016